Sentences with phrase «as volatility risk»

There are many studies about risks in forex market such as volatility risk and leverage risks.

Not exact matches

The volatility of bitcoin has made it more useful as a vehicle for speculation than as a currency, say critics — when the value can change drastically from hour to hour, it introduces undesirable risk for sellers and buyers alike.

«This is typical of a late cycle expansion which is another reason why multiples will be lower as higher volatility typically demands a higher equity risk premium.

«The summer should be hot for US equity and oil volatilities, as vulnerable positioning and geopolitical risks are major looming threats,» he said in a note on Friday.

«We see weak core free cash flow as too structurally challenged to de-lever the balance sheet, leaving the company prone to risks around further contingent liabilities, and / or capital markets volatility.»

Actual results, including with respect to our targets and prospects, could differ materially due to a number of factors, including the risk that we may not obtain sufficient orders to achieve our targeted revenues; price competition in key markets; the risk that we or our channel partners are not able to develop and expand customer bases and accurately anticipate demand from end customers, which can result in increased inventory and reduced orders as we experience wide fluctuations in supply and demand; the risk that our commercial Lighting Products results will continue to suffer if new issues arise regarding issues related to product quality for this business; the risk that we may experience production difficulties that preclude us from shipping sufficient quantities to meet customer orders or that result in higher production costs and lower margins; our ability to lower costs; the risk that our results will suffer if we are unable to balance fluctuations in customer demand and capacity, including bringing on additional capacity on a timely basis to meet customer demand; the risk that longer manufacturing lead times may cause customers to fulfill their orders with a competitor's products instead; the risk that the economic and political uncertainty caused by the proposed tariffs by the United States on Chinese goods, and any corresponding Chinese tariffs in response, may negatively impact demand for our products; product mix; risks associated with the ramp - up of production of our new products, and our entry into new business channels different from those in which we have historically operated; the risk that customers do not maintain their favorable perception of our brand and products, resulting in lower demand for our products; the risk that our products fail to perform or fail to meet customer requirements or expectations, resulting in significant additional costs, including costs associated with warranty returns or the potential recall of our products; ongoing uncertainty in global economic conditions, infrastructure development or customer demand that could negatively affect product demand, collectability of receivables and other related matters as consumers and businesses may defer purchases or payments, or default on payments; risks resulting from the concentration of our business among few customers, including the risk that customers may reduce or cancel orders or fail to honor purchase commitments; the risk that we are not able to enter into acceptable contractual arrangements with the significant customers of the acquired Infineon RF Power business or otherwise not fully realize anticipated benefits of the transaction; the risk that retail customers may alter promotional pricing, increase promotion of a competitor's products over our products or reduce their inventory levels, all of which could negatively affect product demand; the risk that our investments may experience periods of significant stock price volatility causing us to recognize fair value losses on our investment; the risk posed by managing an increasingly complex supply chain that has the ability to supply a sufficient quantity of raw materials, subsystems and finished products with the required specifications and quality; the risk we may be required to record a significant charge to earnings if our goodwill or amortizable assets become impaired; risks relating to confidential information theft or misuse, including through cyber-attacks or cyber intrusion; our ability to complete development and commercialization of products under development, such as our pipeline of Wolfspeed products, improved LED chips, LED components, and LED lighting products risks related to our multi-year warranty periods for LED lighting products; risks associated with acquisitions, divestitures, joint ventures or investments generally; the rapid development of new technology and competing products that may impair demand or render our products obsolete; the potential lack of customer acceptance for our products; risks associated with ongoing litigation; and other factors discussed in our filings with the Securities and Exchange Commission (SEC), including our report on Form 10 - K for the fiscal year ended June 25, 2017, and subsequent reports filed with the SEC.

«Risk sentiment started improving as the world economy recovered from the crisis and volatility came down notably across asset classes,» the Citi analysts wrote.

We also do not rule out short - lived volatility spikes on risks such as further U.S. political turmoil.

As a result, it is now clear that the U.S. is in the latter stages of the multi-year credit cycle, a period when rising corporate leverage negatively affects returns to corporate debt as investors demand higher risk premiums to compensate for the greater volatility created by increased leveragAs a result, it is now clear that the U.S. is in the latter stages of the multi-year credit cycle, a period when rising corporate leverage negatively affects returns to corporate debt as investors demand higher risk premiums to compensate for the greater volatility created by increased leveragas investors demand higher risk premiums to compensate for the greater volatility created by increased leverage.

Various considerations offer caution about getting too short, including the potential resurgence of risk asset volatility as market yields rise and / or as Washington events evolve — ranging from the Mueller investigation to trade tariffs.

For example, the largest U.S. pension, California Public Employees» Retirement System, is considering more than doubling its bond allocation to reduce risk and volatility as the bull market in stocks approaches nine years.

They definitely have higher volatility, but I still view them as low - risk.

The regulator called the financial product «an extremely high - risk, speculative investment,» citing concerns about price volatility, leverage, charges, and funding costs as well as price transparency.

Beta is a measure of the volatility, or systematic risk, of a security or a portfolio, in comparison to the market as a whole.

An investment in these strategies is subject to various risks, such as those market risks common to entities investing in all types of securities, including market volatility.

In times of volatility, uncertainty, and elevated geopolitical risks, U.S. Treasuries and the dollar continue to be viewed as safe haven assets.

Although bonds generally present less short - term risk and volatility than stocks, bonds do contain interest rate risk (as interest rates rise, bond prices usually fall, and vice versa) and the risk of default, or the risk that an issuer will be unable to make income or principal payments.

As a result of higher exchange rate volatility, both during the crisis and subsequently, market participants and policymakers became keenly aware of the need for better exchange rate risk management.

When SPY's 20 - day realized volatility is above 20 %, the tail risks of overnight returns are about the same as those of close - to - close returns.

There were some studies going around that said holding volatility as an asset class alongside a diversified portfolio could improve the portfolio's risk characteristics.

Stock volatility is back in earnest today, as the risk - off shift that was already apparent in forex markets throughout the equity - bounce reached the last stand for...

We did get a couple days of volatility as there was some geopolitical risk coming into the market around some headlines in North Korea, but generally the market's been pretty placid.

ETPs that target a small universe of securities, such as a specific region or market sector, are generally subject to greater market volatility, as well as to the specific risks associated with that sector, region, or other focus.

Investing outside the United States involves risks, such as currency fluctuations, periods of illiquidity and price volatility, as more fully described in the prospectus.

We see volatility and dispersion rising to normalized levels as the Fed lifts rates and markets pay more attention to lurking tail risks.

As we enter another year of volatility and a strong dollar, we explore a new way to hedge for currency risk in your international investments.

As investors allocate money among different assets, they face a complex question: What sort of expected returns are you looking for, and what sort of risk and volatility are you willing to accept in the pursuit of that performance?

Of course, the Fed's very recent caution has been warranted, given the first quarter's market volatility and economic weakness as well the ongoing risks to global financial stability, particularly out of China.

Indeed, once our estimated market return / risk profile is strictly negative (as it is at present), the negative implications for the S&P 500 aren't affected by the position of the market relative to that average, except that the market tends to experience higher volatility once the market breaks that average.

Wilson notes that part of the risk at this stage of the rally is whether tax reform is already baked into the price of equities, as well as a likely increase in volatility ahead and dispersion of earnings estimates.

We see the overall environment as positive for risk assets, but expect more muted returns and higher volatility than in 2017.

As you move up the risk ladder you take on greater price volatility in exchange for potentially higher long - term returns.

In this environment of increased uncertainty, I predict that minimum volatility strategies will re-enter the spotlight as a way for investors to maintain equity exposure while seeking less risk.

You might consider a global bond fund that hedges currency risk and decreases volatility, such as the PIMCO Global Bond USD - Hedged (PAIIX) and the $ 5 billion Vanguard Total International Bond (VTIBX).

This would help mitigate the risks associated with what is widely perceived as a «liquidity illusion».10 The transition to such a market environment, however, could be accompanied by strained market conditions, as suggested by recent episodes of elevated bond market volatility.

Returns may be more muted this year, as volatility bounces from a 2017 trough and potential risks lurk.

In their October 2009 paper entitled «Risk Sentiment Index (RSI) and Market Anomalies», Guy Kaplanski and Haim Levy introduce the Risk Sentiment Index (RSI) as a measure of the residual risk contained in VIX after accounting for the statistical and economic variables most predictive of future stock market volatility (such as previous month actual volatility and VRisk Sentiment Index (RSI) and Market Anomalies», Guy Kaplanski and Haim Levy introduce the Risk Sentiment Index (RSI) as a measure of the residual risk contained in VIX after accounting for the statistical and economic variables most predictive of future stock market volatility (such as previous month actual volatility and VRisk Sentiment Index (RSI) as a measure of the residual risk contained in VIX after accounting for the statistical and economic variables most predictive of future stock market volatility (such as previous month actual volatility and Vrisk contained in VIX after accounting for the statistical and economic variables most predictive of future stock market volatility (such as previous month actual volatility and VIX).

And when valuations are at extremes, as we believe bonds are today, historical price volatility might not shed much light on future risk.

While some investors view monetary policymakers» aversion toward market jitters (preference to maintain an «anti-wolf» policy) as bullish risk and argued for continued bearishness toward volatility, the experience in Yellowstone would serve as a counter-argument that prolonged «risk suppression» would only breed complacency.

Furthermore, as the extirpation of wolves exposed policymakers to previously unanticipated macro risks, the suppression of known market volatility via term premium dampening also implies the next wave of risk contagion will likely come from unconventional sources beyond the current regulatory focus (similar to the lack of «dot - com euphoria» led some investors to see that there was no market excess prior to the GFC), and a «well sheltered» financial market would be ill - prepared to adapt.

Investors typically own short - term bond funds as a low - risk vehicle to preserve their principal, so losses in this segment tend to be more upsetting than a downturn in investments such as stock funds where volatility can be expected.

We have a saying that «when the CBOE Volatility Index1 (VIX Index) is low it's time to go» — the VIX is often referred to as the fear index or fear gauge, and when it's at low levels, we think it could be a prudent time to move a little more out of risk assets.

In their November 2017 paper entitled «Tail Risk Mitigation with Managed Volatility Strategies», Anna Dreyer and Stefan Hubrich examine usefulness of managing volatility in this way as applied to the S&P 500 Index over a long sample period and across a range of performance meaVolatility Strategies», Anna Dreyer and Stefan Hubrich examine usefulness of managing volatility in this way as applied to the S&P 500 Index over a long sample period and across a range of performance meavolatility in this way as applied to the S&P 500 Index over a long sample period and across a range of performance measurements.

I then calculated the risk - adjusted returns (calculated as the returns divided by the historical volatility) for each Dividend Champion over the past 63, 126, and 252 trading days.

In his October 2015 paper entitled «Trend - Following, Risk - Parity and the Influence of Correlations», Nick Baltas compares performances of inverse volatility weighting and risk parity weighting as adapted to a long - short trend following stratRisk - Parity and the Influence of Correlations», Nick Baltas compares performances of inverse volatility weighting and risk parity weighting as adapted to a long - short trend following stratrisk parity weighting as adapted to a long - short trend following strategy.

Does the U.S. stock market volatility risk premium (VRP), measured as the difference between the volatility implied by stock index option prices recent actual index volatility, usefully predict stock market returns?

Since the inception of the Fund (as well, of course, in long - term historical tests), our present approach to risk management has both added to returns and reduced volatility - not necessarily in any short period, but over the complete market cycle.

Similar to U.S. National Park Service officials» prior preference for peaceful herds of elks and an absence of «risky animals,» some monetary policymakers maintained a bias against market volatility, and they perceive removal of «unwanted volatility» as beneficial to financial markets to inadvertently reduced markets» risk tolerance.

Although it makes sense to me to use bonds to try to reduce risks and volatility, what about the possible downward slide of bond values as interest rates rise over the next few years?

Listing concerns such as regulation, volatility, disclosures, and risk appetite, the agency warned that «new ventures are highly - speculative and risky, and early - stage financing is often best undertaken by experienced investors.»